Note 8 - Derivative Financial Instruments (Tables)

6 Months Ended

Jun. 30, 2011

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

	Total Fair Value at June 30, 2011		Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
Assets
Forward Currency Contracts	$	53		–	$	53		–
Total	$	53		–	$	53		–
Liabilities
Forward Currency Contracts	$	173		–	$	173		–
Interest Rate Swap		124		–		124		–
Total	$	297		–	$	297		–

	Total Fair Value at December 31, 2010		Quoted Prices in Active Markets for Identical Assets (Level 1)		Significant Observable Inputs (Level 2)		Significant Unobservable Inputs (Level 3)
Liabilities
Forward Currency Contracts	$	142		–	$	142		–
Interest Rate Swap		202		–		202		–
Total	$	344		–	$	344		–

Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]

	Position	Notional Amount		Weighted Average Remaining Maturity In Years		Average Exchange Rate
Canadian Dollar/USD	Sell	$	2,890,000		0.2		0.97
British Pound/USD	Sell	£	150,000		0.8		1.47
British Pound/Euro	Sell	£	200,000		0.3		1.13
USD/AUD	Sell	$	3,093,627		0.1		1.07
Interest Rate Swap		$	13,500,000

Fair Value, by Balance Sheet Grouping [Table Text Block]

Designation of Derivatives	Balance Sheet Location	June 30, 2011		December 31, 2010
Derivatives Designated as Hedging Instruments
Forward Currency Contracts	Other current assets	$	–	$	–
	Total Assets	$	–	$	–
Forward Currency Contracts	Other current liabilities	$	169	$	126
Interest Rate Swaps	Other long-term liabilities		124		202
	Total Liabilities	$	293	$	328
Derivatives Not Designated as Hedging Instruments
Forward Currency Contracts	Other current assets	$	53	$	–
	Total Assets	$	53	$	–
Forward Currency Contracts	Other current liabilities	$	4	$	16
	Total Liabilities	$	4	$	16
	Total Derivative Assets		53		–
	Total Derivative Liabilities		297		344
	Total Net Derivative Liability	$	244	$	344